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First Trust Dow Jones Global Sel Div ETF (FGD)

-NYSEArca
25.81 Up 0.14(0.55%) 4:00PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFGDCategory
Alpha (against Standard Index)2.82N/A
Beta (against Standard Index)0.89N/A
Mean Annual Return1.14N/A
R-squared (against Standard Index)87.43N/A
Standard Deviation13.59N/A
Sharpe Ratio1.00N/A
5 Years
StatisticFGDCategory
Alpha (against Standard Index)4.02N/A
Beta (against Standard Index)0.89N/A
Mean Annual Return0.87N/A
R-squared (against Standard Index)90.58N/A
Standard Deviation15.39N/A
Sharpe Ratio0.67N/A
10 Years
StatisticFGDCategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor RatioNaNN/A